+5,634.3%
HON vs ALK
+839.9%
+4,794.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.5% |
| 7D | -3.6% | -0.7% | -2.9% | -3.4% |
| 30D | -15.3% | -19.2% | +4.0% | -10.5% |
| 3M | -7.9% | -1.5% | -6.4% | -8.0% |
| 6M | -18.1% | -13.1% | -5.0% | -16.2% |
| YTD | +3.8% | -16.4% | +20.3% | +6.6% |
| 1Y | +0.5% | -33.1% | +33.6% | +8.6% |
| 3Y | +19.8% | +0.6% | +19.1% | +10.8% |
| 5Y | +2.9% | -26.4% | +29.3% | +1.1% |
| 10Y | +134.6% | -34.2% | +168.8% | +117.9% |
| All | +5,634.3% | +839.9% | +4,794.4% | +1,854.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling